+84.0%
APLD vs AIG
-4.5%
+88.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.0% |
| 7D | +4.1% | -0.9% | +5.0% | +3.2% |
| 30D | -11.7% | -4.9% | -6.8% | -15.1% |
| 3M | -40.3% | +4.5% | -44.7% | -37.4% |
| 6M | -8.0% | -1.4% | -6.5% | -8.6% |
| YTD | +7.5% | -9.8% | +17.3% | -0.4% |
| 1Y | +84.0% | -4.5% | +88.5% | +86.1% |
| All | +84.0% | -4.5% | +88.5% | +86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling